FSAEX vs. FXAIX
Compare and contrast key facts about Fidelity Series All-Sector Equity Fund (FSAEX) and Fidelity 500 Index Fund (FXAIX).
FSAEX is managed by Fidelity. It was launched on Oct 17, 2008. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
FSAEX vs. FXAIX - Performance Comparison
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FSAEX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSAEX Fidelity Series All-Sector Equity Fund | -8.21% | 19.80% | 26.86% | 30.61% | -18.55% | 26.89% | 26.23% | 32.18% | -6.56% | 21.64% |
FXAIX Fidelity 500 Index Fund | -7.05% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, FSAEX achieves a -8.21% return, which is significantly lower than FXAIX's -7.05% return. Over the past 10 years, FSAEX has outperformed FXAIX with an annualized return of 14.62%, while FXAIX has yielded a comparatively lower 13.75% annualized return.
FSAEX
- 1D
- -0.56%
- 1M
- -8.01%
- YTD
- -8.21%
- 6M
- -6.24%
- 1Y
- 16.80%
- 3Y*
- 18.69%
- 5Y*
- 11.91%
- 10Y*
- 14.62%
FXAIX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.05%
- 6M
- -4.59%
- 1Y
- 14.42%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
- 13.75%
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FSAEX vs. FXAIX - Expense Ratio Comparison
FSAEX has a 0.00% expense ratio, which is lower than FXAIX's 0.02% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FSAEX vs. FXAIX — Risk / Return Rank
FSAEX
FXAIX
FSAEX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series All-Sector Equity Fund (FSAEX) and Fidelity 500 Index Fund (FXAIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| FSAEX | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.84 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.30 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.05 | +0.18 |
Martin ratioReturn relative to average drawdown | 5.64 | 5.13 | +0.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSAEX | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.84 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.68 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.77 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.75 | -0.08 |
Correlation
The correlation between FSAEX and FXAIX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FSAEX vs. FXAIX - Dividend Comparison
FSAEX's dividend yield for the trailing twelve months is around 9.12%, more than FXAIX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSAEX Fidelity Series All-Sector Equity Fund | 9.12% | 7.36% | 8.95% | 5.50% | 11.89% | 20.94% | 12.13% | 8.60% | 41.30% | 14.60% | 17.85% | 9.61% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
FSAEX vs. FXAIX - Drawdown Comparison
The maximum FSAEX drawdown since its inception was -34.55%, roughly equal to the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FSAEX and FXAIX.
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Drawdown Indicators
| FSAEX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.55% | -33.79% | -0.76% |
Max Drawdown (1Y)Largest decline over 1 year | -12.03% | -12.13% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -24.50% | -0.16% |
Max Drawdown (10Y)Largest decline over 10 years | -34.55% | -33.79% | -0.76% |
Current DrawdownCurrent decline from peak | -9.83% | -8.89% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -4.59% | -3.83% | -0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.50% | +0.14% |
Volatility
FSAEX vs. FXAIX - Volatility Comparison
Fidelity Series All-Sector Equity Fund (FSAEX) has a higher volatility of 4.62% compared to Fidelity 500 Index Fund (FXAIX) at 4.24%. This indicates that FSAEX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSAEX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 4.24% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 9.08% | +0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.64% | 18.13% | +0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.84% | 16.88% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.76% | 18.03% | +0.73% |